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利用二次型的有定性,可求多元函数的极值.
设n元函数f(x1,x2,…,xn)在x0 = (x10,x20,…,xn0)的某邻域中有一阶二阶连续偏导数.
矩阵H(x0) = f11(x0) f12(x0) … f1n(x0)f21(x0) f22(x0) … f2n(x0)… …… … fn1(x0) fn2(x0) … fnn(x0),则有如下判别法:
(1)当|Hk(x0)| > 0(k = 1,2,…,n)时,则f(x0)为f(x)的极小值.
(2)当(-1)k|Hk(x0)| > 0(k = 1,2,…,n)时,则f(x0)为f(x)的极大值.
(3)H(x0)为不定矩阵f(x0)非极值.
例1 求函数f(x1,x2,x3) = 3x12 + 6x1x3 + x22 - 4x2x3 + 8x32的极值.
解 f1 = 6x1 + 6x3 = 0,
f2 = 2x2 - 4x3 = 0,
f3 = 16x3 + 6x1 - 4x2 = 0.
解方程组得驻点x0 = (0,0,0).
f11 = 6,f12 = 0,f13 = 6,
f21 = 0,f22 = 2,f23 = -4,
f31 = 6,f32 = -4,f33 = 16,
函数f(x1,x2,x3)在点(0,0,0)处的赫斯矩阵为
H(x0) = 60 602 -46-4 16.
因为|H1(x0)| = 6 > 0,
|H2(x0)| =6002 = 12 > 0,
|H3(x0)| = 60 602 -46-4 16 = 24 > 0,
故f(0,0,0) = 0为f(x1,x2,x3)的极小值.
例2 f(x1,x2,x3)= x1 + x2 + x3 - e■- e■- e■.
f1 = 1 - e■, f2 = 1 - e■, f3 = 1 - e■.
得驻点x0 = (0,0,0).
f11 = -e■,f12 = 0, f13 = 0,
f21 = 0, f22 = -e■, f23 = 0,
f31 = 0, f32 = 0,f33 = - e■.
f(x1,x2,x3)在(0,0,0)处的赫斯矩阵为
H(x0) = -1 0 0 0 -100 0 1.
|H1(x0)| = -1 < 0,|H2(x0)| = 1 > 0,|H3(x0)| = -1 < 0.
故H(x0)为负定矩阵.
∴ f(0,0,0) = -3为f(x1,x2,x3)的极大值.
【参考文献】
[1]同济大学数学教研室.(线性代数).北京:高等教育出版社,1991(8).
[2]赵树嫄.经济数学基础(线性代数).北京:中国人民大学出版社,1998(3).
设n元函数f(x1,x2,…,xn)在x0 = (x10,x20,…,xn0)的某邻域中有一阶二阶连续偏导数.
矩阵H(x0) = f11(x0) f12(x0) … f1n(x0)f21(x0) f22(x0) … f2n(x0)… …… … fn1(x0) fn2(x0) … fnn(x0),则有如下判别法:
(1)当|Hk(x0)| > 0(k = 1,2,…,n)时,则f(x0)为f(x)的极小值.
(2)当(-1)k|Hk(x0)| > 0(k = 1,2,…,n)时,则f(x0)为f(x)的极大值.
(3)H(x0)为不定矩阵f(x0)非极值.
例1 求函数f(x1,x2,x3) = 3x12 + 6x1x3 + x22 - 4x2x3 + 8x32的极值.
解 f1 = 6x1 + 6x3 = 0,
f2 = 2x2 - 4x3 = 0,
f3 = 16x3 + 6x1 - 4x2 = 0.
解方程组得驻点x0 = (0,0,0).
f11 = 6,f12 = 0,f13 = 6,
f21 = 0,f22 = 2,f23 = -4,
f31 = 6,f32 = -4,f33 = 16,
函数f(x1,x2,x3)在点(0,0,0)处的赫斯矩阵为
H(x0) = 60 602 -46-4 16.
因为|H1(x0)| = 6 > 0,
|H2(x0)| =6002 = 12 > 0,
|H3(x0)| = 60 602 -46-4 16 = 24 > 0,
故f(0,0,0) = 0为f(x1,x2,x3)的极小值.
例2 f(x1,x2,x3)= x1 + x2 + x3 - e■- e■- e■.
f1 = 1 - e■, f2 = 1 - e■, f3 = 1 - e■.
得驻点x0 = (0,0,0).
f11 = -e■,f12 = 0, f13 = 0,
f21 = 0, f22 = -e■, f23 = 0,
f31 = 0, f32 = 0,f33 = - e■.
f(x1,x2,x3)在(0,0,0)处的赫斯矩阵为
H(x0) = -1 0 0 0 -100 0 1.
|H1(x0)| = -1 < 0,|H2(x0)| = 1 > 0,|H3(x0)| = -1 < 0.
故H(x0)为负定矩阵.
∴ f(0,0,0) = -3为f(x1,x2,x3)的极大值.
【参考文献】
[1]同济大学数学教研室.(线性代数).北京:高等教育出版社,1991(8).
[2]赵树嫄.经济数学基础(线性代数).北京:中国人民大学出版社,1998(3).